From 845df7768b6efe031cdd3ecace5861b24da9767b Mon Sep 17 00:00:00 2001
From: xxm <xxm@mofin.local>
Date: Tue, 18 Aug 2026 21:02:20 +0800
Subject: [PATCH] =?UTF-8?q?fix:=20=E5=88=87=E7=AA=97=E5=91=A8=E6=9C=9F(1m/?=
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---
 deploy/profile-scripts/regime_perf_by_period.py | 15 ++++++++++++++-
 1 file changed, 14 insertions(+), 1 deletion(-)

diff --git a/deploy/profile-scripts/regime_perf_by_period.py b/deploy/profile-scripts/regime_perf_by_period.py
index fe9770ec..857d852b 100644
--- a/deploy/profile-scripts/regime_perf_by_period.py
+++ b/deploy/profile-scripts/regime_perf_by_period.py
@@ -160,6 +160,19 @@ def process_slice_period(conn, market, period_tag):
             pnl = sum(t.get('profit_pct') or 0 for t in reg_trades)
             hold = sum(t.get('hold_days') or 0 for t in reg_trades)
             n = len(reg_trades)
+            # 2026-08-18 修复：1m/6m/1y 切窗周期 cagr 缺失 → 激活矩阵三项永不齐 → 全灭。
+            # 切窗数据短，用线性年化（total_return × 365/窗口实际跨度），与脚本头"线性放大"一致。
+            _cagr = None
+            try:
+                _eds = [t.get('entry_date') for t in reg_trades if t.get('entry_date')]
+                if _eds and len(_eds) >= 2:
+                    from datetime import datetime as _dts
+                    _d0 = _dts.strptime(min(_eds), '%Y-%m-%d')
+                    _d1 = _dts.strptime(max(_eds), '%Y-%m-%d')
+                    _span = max((_d1 - _d0).days, 30)
+                    _cagr = round(pnl * (365.0 / _span), 1)
+            except Exception:
+                _cagr = None
             conn.execute(
                 "INSERT OR REPLACE INTO strategy_regime_perf_by_period "
                 "(strategy, market, regime, period_tag, trades, win_rate, avg_pnl, avg_hold_days, "
@@ -168,7 +181,7 @@ def process_slice_period(conn, market, period_tag):
                 "universality_valid_years, universality_score, universality_leave1, updated_at) "
                 "VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
                 (v, market, reg, period_tag, n, round(wins / n * 100, 1), round(pnl / n, 2),
-                 round(hold / n, 1), round(pnl, 1), None, None, 0, n, None, None,
+                 round(hold / n, 1), round(pnl, 1), _cagr, None, 0, n, None, None,
                  0, 0, 0, 0, 0, now))
             written += 1
     return written